TY  - JOUR
AU  - Ferrer, Alex
AU  - Casals Carro, José
AU  - Sotoca López, Sonia
PY  - 2015
DO  - 10.1016/j.frl.2015.10.009
SN  - 1544-6123
UR  - https://hdl.handle.net/20.500.14352/23821
T2  - Finance Research Letters
AB  - We address credit capital cyclicality from a different point of view with the objective of defining alternative measures of long-term capital solvency. We first define the conditional coverage vector, which results from keeping capital constant and...
LA  - eng
M2  - 246
PB  - Elsevier Inc.
KW  - Capital assessment
KW  - Capital cyclicality
KW  - Charge-off
KW  - Conditional coverage
KW  - Credit risk
KW  - Unconditional capital
TI  - Capital cyclicality, conditional coverage and long-term capital assessment
TY  - journal article
VL  - 15
ER  -